Re: [R] White's test again

On Fri, 9 Nov 2007, David Kaplan wrote: > Hi all, > > It seems that I can get White's (HC3) test using MASS. The syntax I > used for the particular problem is > > anova(scireg3, white.adjust="hc3") I don't think this is true. My guess is that you are using Anova() from package "car". > where s

[R] White's test again

Hi all, It seems that I can get White's (HC3) test using MASS. The syntax I used for the particular problem is anova(scireg3, white.adjust="hc3") where scireg3 is an object from the lm function. But, the anova summary table is all I get. I don't get the new estimates or standard errors co